Sunday 21 April 2013

Sawtooth on weekly basis?


BCB #1
Right 16.00 KNN
Wrong 5.00 Bin Test 0.0036    (binomial chance of doing better)
Null 7.00 Z-Test 0.0041 (chance of doing better with expectation of 0.0)
date close forecast gain/loss sign cum note outturn
20130419 6286.59 1 cautiously agree
20130412 6384.39 0 n/a 0.00 563.66 agree -
20130405 6249.78 1 134.61 1.00 563.66 agree expect a bounce hurrah
20130329 6411.74 −1 161.96 1.00 429.05 agree yay

No comment on BCB#2 / EMA as it is not working.

I need to properly understand OCO

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